NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 125.88 126.60 0.72 0.6% 131.00
High 127.39 127.63 0.24 0.2% 134.15
Low 124.90 123.79 -1.11 -0.9% 123.79
Close 126.60 124.62 -1.98 -1.6% 124.62
Range 2.49 3.84 1.35 54.2% 10.36
ATR 4.77 4.71 -0.07 -1.4% 0.00
Volume 41,882 69,762 27,880 66.6% 207,218
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 136.87 134.58 126.73
R3 133.03 130.74 125.68
R2 129.19 129.19 125.32
R1 126.90 126.90 124.97 126.13
PP 125.35 125.35 125.35 124.96
S1 123.06 123.06 124.27 122.29
S2 121.51 121.51 123.92
S3 117.67 119.22 123.56
S4 113.83 115.38 122.51
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 158.60 151.97 130.32
R3 148.24 141.61 127.47
R2 137.88 137.88 126.52
R1 131.25 131.25 125.57 129.39
PP 127.52 127.52 127.52 126.59
S1 120.89 120.89 123.67 119.03
S2 117.16 117.16 122.72
S3 106.80 110.53 121.77
S4 96.44 100.17 118.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.15 123.79 10.36 8.3% 4.09 3.3% 8% False True 41,443
10 148.03 123.79 24.24 19.5% 5.20 4.2% 3% False True 42,110
20 148.60 123.79 24.81 19.9% 4.65 3.7% 3% False True 38,787
40 148.60 122.37 26.23 21.0% 4.80 3.9% 9% False False 38,308
60 148.60 108.34 40.26 32.3% 4.50 3.6% 40% False False 38,725
80 148.60 100.02 48.58 39.0% 4.04 3.2% 51% False False 34,062
100 148.60 95.83 52.77 42.3% 3.85 3.1% 55% False False 32,611
120 148.60 85.60 63.00 50.6% 3.60 2.9% 62% False False 30,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.95
2.618 137.68
1.618 133.84
1.000 131.47
0.618 130.00
HIGH 127.63
0.618 126.16
0.500 125.71
0.382 125.26
LOW 123.79
0.618 121.42
1.000 119.95
1.618 117.58
2.618 113.74
4.250 107.47
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 125.71 126.93
PP 125.35 126.16
S1 124.98 125.39

These figures are updated between 7pm and 10pm EST after a trading day.

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